A stochastic geometric programming problem with multiplicative recourse

DOI10.1016/0167-6377(90)90048-AzbMath0703.90069MaRDI QIDQ916566

Elsie Sterbin Gottlieb

Publication date: 1990

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

multiplicative recourse model; stochastic geometric programming

Mathematics Subject Classification ID

90C30: Nonlinear programming

90C15: Stochastic programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

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Cites Work

• Use of Sample Information in Stochastic Recourse and Chance-Constrained Programming Models
• Optimal design modifications by geometric programming and constrained stochastic network models
• Optimal Engineering Design Under Uncertainty by Geometric Programming
• Programming Under Uncertainty: The Equivalent Convex Program
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